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~subject:"Volatility"
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Subject
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Volatility
Estimation
110
Schätzung
110
Theorie
110
Theory
110
Time series analysis
55
Zeitreihenanalyse
55
Volatilität
51
ARCH model
41
ARCH-Modell
40
Forecasting model
40
Prognoseverfahren
40
Deutschland
39
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39
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35
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35
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32
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32
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28
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28
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28
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28
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26
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22
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21
Risiko
21
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21
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20
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20
Einheitswurzeltest
17
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8
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Book / Working Paper
26
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25
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Graue Literatur
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Non-commercial literature
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21
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20
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20
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4
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4
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2
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1
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Language
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English
49
German
2
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Herwartz, Helmut
51
Hafner, Christian M.
11
Fengler, Matthias R.
6
Fengler, Matthias
4
Reimers, Hans-Eggert
4
Härdle, Wolfgang
3
Maxand, Simone
3
Spokojnyj, Vladimir G.
3
Walle, Yabibal
3
Plödt, Martin
2
Rengel, Malte
2
Roestel, Jan
2
Werner, Christian
2
Fang, Xu
1
Fülle, Markus J.
1
Golosnoy, Vasyl
1
Hansen, Marc
1
Hartmann, Matthias
1
Haselmann, Rainer
1
Hefner, Christian M.
1
Korn, Olaf
1
Lütkepohl, Helmut
1
Morales-Arias, Leonardo
1
Raters, F. H. C.
1
Salazar Volkmann, David
1
Siedenburg, Florian
1
Struthmann, Philipp
1
Uhrig-Homburg, Marliese
1
Ulm, Maren
1
Weber, Henning
1
Werner, Christian Björn-Ole
1
Xu, Fang
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Econometrisch Instituut <Rotterdam>
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion papers of interdisciplinary research project 373
5
Journal of international money and finance
3
Applied quantitative finance
2
CORE discussion paper : DP
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Oxford bulletin of economics and statistics
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
1
CORE discussion papers : DP
1
Cege discussion paper
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Econometric Institute research papers
1
Econometric reviews
1
Economics letters
1
Economics working paper
1
European financial management : the journal of the European Financial Management Association
1
International journal of theoretical and applied finance
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of applied economics
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of money, credit and banking : JMCB
1
Macroeconomic dynamics
1
Modern econometric analysis : surveys on recent developments ; with 11 tables
1
Review of world economics
1
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
1
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ECONIS (ZBW)
51
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1
Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt
Herwartz, Helmut
;
Reimers, Hans-Eggert
- In:
Jahrbücher für Nationalökonomie und Statistik
(
1999
)
3/4
,
pp. 375-392
Persistent link: https://www.econbiz.de/10001451400
Saved in:
2
Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
1999
Persistent link: https://www.econbiz.de/10001404957
Saved in:
3
Structural analysis of portfolio risk using beta impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992252
Saved in:
4
Multivariate volatility analysis of VW stock prices
Herwartz, Helmut
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992357
Saved in:
5
Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
-
1998
Persistent link: https://www.econbiz.de/10001363211
Saved in:
6
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
Saved in:
7
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
8
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001413478
Saved in:
9
Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
Saved in:
10
Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate : structural shifts in GARCH models and their implications
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
2001
Persistent link: https://www.econbiz.de/10001631316
Saved in:
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